M. Colombo, J. Gondzio and A. Grothey, A Warm-Start Approach for Large-Scale Stochastic Linear Programs, Technical Report MS-06-004, School of Mathematics, The University of Edinburgh, August 29, 2006, revised May 4, 2007.

G. Al-Jeiroudi, J. Gondzio and J.A.J. Hall, Preconditioning Indefinite Systems in Interior Point Methods for Large Scale Linear Optimization, Technical Report MS-06-003, School of Mathematics, The University of Edinburgh, June 12, 2006. Accepted for publication in: Optimization Methods and Software.

J. Gondzio and A. Grothey, Solving Nonlinear Financial Planning Problems with 10⁹ Decision Variables on Massively Parallel Architectures, M. Costantino, C.A. Brebbia (eds.), Computational Finance and its Applications II, WIT Transactions on Modelling and Simulation, 43, WIT Press, 2006.

J. Gondzio and A. Grothey, Solving Distribution Planning Problems with the Interior Point Method, Technical Report MS-06-001, School of Mathematics, The University of Edinburgh, February 18, 2006, revised May 25, 2006.

J. Gondzio and A. Grothey, Direct Solution of Linear Systems of Size 10⁹ Arising in Optimization with Interior Point Methods, R. Wyrzykowski, J. Dongarra, N. Meyer and J. Wasniewski (eds.), Parallel Processing and Applied Mathematics PPAM 2005, Lecture Notes in Computer Science, 3911, Springer-Verlag, Berlin, 2006, pp 513-525.
Reports on the solution of the optimization problem with 1 billion variables.

L. Bergamaschi, J. Gondzio, M. Venturin and G. Zilli, Inexact Constraint Preconditioners for Linear Systems Arising in Interior Point Methods, Computational Optimization and Applications 36 (2007) 137-147.

M. Colombo and J. Gondzio, Further Development of Multiple Centrality Correctors for Interior Point Methods, Technical Report MS-05-001, School of Mathematics, The University of Edinburgh, October 18, 2005, revised March 9, 2006 and September 7, 2006. Accepted for publication in: Computational Optimization and Applications.

J. Gondzio and A. Grothey, Exploiting Structure in Parallel Implementation of Interior Point Methods for Optimization, Technical Report MS-04-004, School of Mathematics, The University of Edinburgh, December 18, 2004, revised July 4, 2005.

J. Gondzio and A. Grothey, Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method, European Journal of Operational Research 181 (2007) 1019-1029.

J. Gondzio and A. Grothey, Parallel Interior Point Solver for Structured Quadratic Programs: Application to Financial Planning Problems, Annals of Operations Research 152 (2007) 319-339.

V. Ejov, J. Filar and J. Gondzio, An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes, Journal of Global Optimization 29 (2004) 315-334.

L. Bergamaschi, J. Gondzio and G. Zilli, Preconditioning Indefinite Systems in Interior Point Methods for Optimization, Computational Optimization and Applications 28 (2004) No 2, 149-171.
Received the 2004 COAP Best Paper Award.

J. Gondzio and A. Grothey, Reoptimization with the Primal-Dual Interior Point Method, SIAM Journal on Optimization 13 (2003) No 3, 842-864.

J. Gondzio and R. Sarkissian, Parallel Interior Point Solver for Structured Linear Programs, Mathematical Programming 96 (2003) No 3, 561-584.

E. Fragniere and J. Gondzio, Stochastic Programming from Modeling Languages, to appear as Chapter in: H. Gassmann, S. Wallace and W. Ziemba (eds.) Applications of Stochastic Programming, SIAM Series on Optimization, 2002.

E. Fragniere and J. Gondzio, Optimization Modeling Languages, in: M. Resende and P. Pardalos (eds.) Handbook of Applied Optimization, Oxford University Press, New York, 2002, Chapter 19, pp. 993-1007.

O. Epelly, J. Gondzio and J.-P. Vial, An Interior Point Solver for Smooth Convex Optimization with an Application to Environmental -Energy-Economic Models, Logilab Technical Report 2000.8, Department of Management Studies, University of Geneva, Switzerland, July 25, 2000.

J. Gondzio, R. Kouwenberg and T. Vorst, Hedging Options under Transaction Costs and Stochastic Volatility, Journal of Economic Dynamics and Control 27 (2003) No 6, 1045-1068.

J. Gondzio and R. Kouwenberg, High Performance Computing for Asset Liability Management, Operations Research 49 (2001) No 6, 879-891.

E. Fragniere, J. Gondzio and J.-P. Vial, Building and Solving Large-scale Stochastic Programs on an Affordable Distributed Computing System, Annals of Operations Research 99 (2000) No 1/4, 167-187. (This is a revised version of the paper: A Planning Model with one Million Scenarios Solved on an Affordable Parallel Machine).

Fragniere E., J. Gondzio and R. Sarkissian, Customized Block Structures in Algebraic Modeling Languages: The Stochastic Programming Case, Logilab Technical Report, Department of Management Studies, University of Geneva, Switzerland, March, 1998. To appear in the Proceedings of the CEFES/IFAC98, Sean Holly (ed.), Springer Verlag, Berlin, 1998. (*.ps has 4MB, *.pdf has 8.7MB).

Fragniere E., J. Gondzio and R. Sarkissian, Efficient Management of Multiple Sets to Extract Complex Structures from Mathematical Programs, Annals of Operations Research 104 (2001) 67-87.

Altman A. and J. Gondzio, Regularized Symmetric Indefinite Systems in Interior Point Methods for Linear and Quadratic Optimization, Optimization Methods and Software 11-12 (1999) 275-302.

Gondzio J., R. Sarkissian and J.-P. Vial, Parallel implementation of a central decomposition method for solving large scale planning problems, Computational Optimization and Applications 19 (2001) 5-29.

Fragniere E., J. Gondzio, R. Sarkissian and J.-P. Vial, Structure Exploiting Tool in Algebraic Modeling Languages, Management Science 46 (2000) 1145-1158.

Gondzio J. and J.-P. Vial, Warm Start and Epsilon-subgradients in the Cutting Plane Scheme for Block-angular Linear Programs, Computational Optimization and Applications 14 (1999) 17-36.

Gondzio J. and R. Sarkissian, Column Generation with a Primal-Dual Method, Logilab Technical Report 96.6, Department of Management Studies, University of Geneva, Switzerland, June 1996.

Gondzio J., Warm Start of the Primal-Dual Method Applied in the Cutting Plane Scheme, Mathematical Programming 83 (1998) No 1, 125-143.